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Filtering by: Advisor Wang, Gu Advisor Sturm, Stephan

Stochastic Controls in Competitions and Mean Field Games

Keyword:

Mutual Funds, Mean Field Games, Game Theory, Nash Equilibrium, Tax, and Stochastic Controls

Creator:

Ye, Jiaxuan

Advisor:

Sturm, Stephan and Wang, Gu

Publisher:

Worcester Polytechnic Institute

Date Created:

2022-04-26

Resource Type:

Dissertation

Degree:

PhD

Unit (Department):

Mathematical Sciences
Arbitrage-Free Pricing of XVA for Options in Discrete Time

Creator:

Bonner, Catherine Jean and Campanelli, Jeremiah

Advisor:

Sturm, Stephan and Wang, Gu

Publisher:

Worcester Polytechnic Institute

Date Created:

2016-03-25

Resource Type:

Major Qualifying Project

Award:

Provost's MQP Award